Nasdaq-100 Futures (NQ) Quantitative Playbook — DXY & VIXMO Synced

Multi-timeframe NQ outlook using Market Profile and VWAP with DXY and VIXMO overlays. Intraday scenario probabilities for 10:00, 11:00, 12:00, 14:00, 16:00 ET plus a mechanical decision-tree plan.

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Table of Contents

1. Executive Summary

2. Market Regime & Levels

3. DXY & VIXMO Overlays

4. Time-Sliced Scenario Probabilities (NY Time)

5. Decision-Tree Trading Plan

6. Risk & Position Sizing

7. Sources

8. Glossary

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Executive Summary

• Bias: Neutral-bullish if value accepts above 25,340. Neutral-bearish on clean loss of 25,230.

• Control: POC cluster 25,27x–25,30x.

• Upside magnets: 25,380 → 25,420 → 25,480.

• Downside shelves: 25,190 → 25,120 (stretch 24,95x).

• Cross-asset drivers: Rising DXY and rising near-term VIX (VIXMO) tilt odds to down; easing volatility with flat/down DXY tilts up.

• Levels above come from my charts/settings (Market Profile/AAVP/VWAP).

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Market Regime & Levels

• Structure: Contracting range near highs; re-accumulation risk.

• Profiles: Market Profile/TPO with VA% 68; 4h blocks for higher-TF, 30m blocks for intraday.

• VWAP/AAVP: Anchored to your decade/high-volume presets; use ±SD bands.

• Key map (from your profiles):

  • Acceptance up: ≥ 25,340

  • Value balance: 25,23x–25,34x

  • Acceptance down: ≤ 25,230

• Reference: CME NQ contract, VWAP.

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DXY & VIXMO Overlays

• DXY headwind: Higher dollar = tighter financial conditions → favors NQ down/balance.

• VIXMO headwind: Near-term vol proxy rising = higher failure rate on breakouts.

• Adjustment rules to apply at each time slice:

  1. DXY +0.25 from cash open and VIXMO +0.8 → shift 10% from UP → DN (take from BAL if needed).

  2. DXY ≤ +0.05 and VIXMO −0.5 → shift 10% DN → UP.

  3. Single trigger: DXY +0.20 or VIXMO +0.5 → shift 5% UP → DN.

• Learn more: US Dollar Index, VIX basics.

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Time-Sliced Scenario Probabilities (NY Time)

Scenarios

• UP: Acceptance ≥ 25,340 → trend to 25,38x/25,42x/25,48x

• BAL: Value ping-pong 25,23x–25,34x around VWAP/POC

• DN: Rejection → ≤ 25,230 toward 25,19x/25,12x

• TAIL: Outside day (>~25,500 or <~25,050)

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Decision-Tree Trading Plan

Root: Where is price vs 25,340 / 25,230, and what do DXY & VIXMO say?

1. If 5–15m close ≥ 25,340

   • And retest holds ≥ 25,305

   • And StochRSI (pane-specific settings) turns up, RSI-7 > 50, CVD/EFI rising
     → Then LONG to 25,380 → 25,420 → 25,480

   • Fail: 15m close < 25,305 or VIXMO +0.8 spike → exit to flat

2. If 5–15m close ≤ 25,230

   • And failed retest, RSI-7 < 45, StochRSI cross-down, EFI negative
     → Then SHORT to 25,190 → 25,120 (stretch 24,95x)

   • Fail: Reclaim ≥ 25,270 + VWAP flip with easing VIXMO

3. If 25,23x–25,34x (balance)

   • And volume light, StochRSI rolls at edge
     → Then FADE edges back to VWAP/POC

   • Else stand by for acceptance break

4. If DXY +0.25 and VIXMO +0.8 at decision point
   → Downgrade longs one tier or skip; favor short or balance

5. If DXY flat/down and VIXMO easing (−0.5)
   → Upgrade longs one tier; allow adds on retests

References: RSI, Stochastic RSI, On-Balance Volume, VWAP.

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Risk & Position Sizing

• Implied 1-day band: ≈ ±250–300 pts (from your IV term structure).

• Stops: ~0.8× 15m ATR for scalps; 1.2× 1h ATR for swings.

• Formula: Position = (Equity × risk%) ÷ Stop. Risk 0.4–0.6% per idea.

• No-trade filters:

  • Two fails in a row or a VIXMO regime shift → cut size by half.

  • Wide DXY spike without breadth confirmation → avoid chasing.
    Learn: ATR, Position sizing.

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Sources

• Nasdaq-100 E-mini (NQ): CME product page

• US Dollar Index (DXY): Investopedia overview

• Volatility (VIX/VIXMO proxy): Investopedia: VIX

• Technical tools: Market Profile/TPO · VWAP · RSI · Stochastic RSI · ATR

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Glossary

• Market Profile (TPO): Price-time distribution for value zones (VAH/VAL/POC). → Investopedia

• VWAP: Volume-weighted average price; intraday value benchmark. → Investopedia

• RSI: Momentum oscillator for overbought/oversold. → Investopedia

• Stochastic RSI: Oscillator applying stochastic to RSI. → Investopedia

• ATR: Volatility measure for stop and size. → Investopedia

• VIX/VIXMO: Volatility index; rising values tend to pressure equities. → Investopedia

• US Dollar Index (DXY): Basket measure of USD strength. → Investopedia

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Disclaimer

This report is for educational and informational purposes only. It does not constitute financial advice.
Trading cryptocurrencies involves high risk; most traders lose money. Conduct your own research and consult a licensed professional before investing.

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